Results¶

Estimation results

biogeme.results module¶

Implementation of class contaning and processing the estimation results.

author: Michel Bierlaire
date: Tue Mar 26 16:50:01 2019

class biogeme.results.beta(name, value, bounds)[source]¶

Bases: object

Class gathering the information related to the parameters of the model

__init__(name, value, bounds)[source]¶

Constructor

Parameters

name (string) – name of the parameter.
value (float) – value of the parameter.
bounds (float,float) – tuple (l,b) with lower and upper bounds

bootstrap_pValue¶: p-value calculated from bootstrap

bootstrap_stdErr¶: Std error calculated from bootstrap

bootstrap_tTest¶: t-test calculated from bootstrap

isBoundActive(threshold=1e-06)[source]¶

Check if one of the two bound is ‘numerically’ active. Being numerically active means that the distance between the value of the parameter and one of its bounds is below the threshold.

Parameters: threshold (float) – distance below which the bound is considered to be active. Default: \(10^{-6}\)
Returns: True is one of the two bounds is numericall y active.
Return type: bool
Raises: biogemeError – if threshold is negative.

lb¶: Lower bound

name¶: Name of the parameter

pValue¶: p-value

robust_pValue¶: Robust p-value

robust_stdErr¶: Robust standard error

robust_tTest¶: Robust t-test

setBootstrapStdErr(se)[source]¶

Records the robust standard error calculated by bootstrap, and calculates and records the corresponding t-statistic and p-value

Parameters: se (float) – standard error calculated by bootstrap.

setRobustStdErr(se)[source]¶

Records the robust standard error, and calculates and records the corresponding t-statistic and p-value

Parameters: se (float) – robust standard error

setStdErr(se)[source]¶

Records the standard error, and calculates and records the corresponding t-statistic and p-value

Parameters: se (float) – standard error.

stdErr¶: Standard error

tTest¶: t-test

ub¶: Upper bound

value¶: Current value

class biogeme.results.bioResults(theRawResults=None, pickleFile=None)[source]¶

Bases: object

Class managing the estimation results

__init__(theRawResults=None, pickleFile=None)[source]¶

Constructor

Parameters

theRawResults (biogeme.results.rawResults) – object with the results of the estimation. Default: None.
pickleFile (string) – name of the file containing the raw results in pickle format. Default: None.

Raises

biogeme.exceptions.biogemeError – if no data is provided.

data¶: Object of type biogeme.results.rawResults contaning the raw estimation results.

getBetaValues(myBetas=None)[source]¶

Retrieve the values of the estimated parameters, by names.

Parameters: myBetas (list(string)) – names of the requested parameters. If None, all available parameters will be reported. Default: None.
Returns: dict containing the values, where the keys are the names.
Return type: dict(string:float)
Raises: biogeme.exceptions.biogemeError – if some requested parameters are not available.

getBetasForSensitivityAnalysis(myBetas, size=100, useBootstrap=True)[source]¶

Generate draws from the distribution of the estimates, for sensitivity analysis.

Parameters

myBetas (list(string)) – names of the parameters for which draws are requested.
size (int) – number of draws. If useBootstrap is True, the value is ignored and a warning is issued. Default: 100.
useBootstrap (bool) – if True, the bootstrap estimates are directly used. The advantage is that it does not reyl on the assumption that the estimates follow a normal distribution. Default: True.

Raises

biogeme.exceptions.biogemeError – if useBootstrap is True and the bootstrap results are not available

Returns

list of dict. Each dict has a many entries as parameters. The list has as many entries as draws.

Return type

list(dict)

getBootstrapVarCovar()[source]¶

Obtain the bootstrap variance covariance matrix as a Pandas data frame.

Returns: bootstrap variance covariance matrix, or None if not available
Return type: pandas.DataFrame

getCorrelationResults(subset=None)[source]¶

Get the statistics about pairs of coefficients as a Pandas dataframe

Parameters: subset (list(str)) – produce the results only for a subset of parameters. If None, all the parameters are involved. Default: None
Returns: Pandas data frame with the correlation results
Return type: pandas.DataFrame

getEstimatedParameters()[source]¶

Gather the estimated parameters and the corresponding statistics in a Pandas dataframe.

Returns: Pandas dataframe with the results
Return type: pandas.DataFrame

getF12(robustStdErr=True)[source]¶

F12 is a format used by the software ALOGIT to report estimation results.

Parameters: robustStdErr (bool) – if True, the robust standard errors are reports. If False, the Rao-Cramer are.
Returns: results in F12 format
Return type: string

getGeneralStatistics()[source]¶

Format the results in a dict

Returns: dict with the results. The keys describe each content. Each element is a tuple, with the value and its preferred formatting.

Example:

'Init log likelihood': (-115.30029248549191, '.7g')

Return type: dict(string:float,string)

getHtml()[source]¶

Get the results coded in HTML

Returns: HTML code
Return type: string

getLaTeX()[source]¶

Get the results coded in LaTeX

Returns: LaTeX code
Return type: string

getRobustVarCovar()[source]¶

Obtain the robust variance covariance matrix as a Pandas data frame.

Returns: robust variance covariance matrix
Return type: pandas.DataFrame

getVarCovar()[source]¶

Obtain the Rao-Cramer variance covariance matrix as a Pandas data frame.

Returns: Rao-Cramer variance covariance matrix
Return type: pandas.DataFrame

numberOfFreeParameters()[source]¶: This is the number of estimated parameters, minus those that are at their bounds

printGeneralStatistics()[source]¶

Print the general statistics of the estimation.

Returns

general statistics

Example:

Number of estimated parameters: 2
Sample size:    5
Excluded observations:  0
Init log likelihood:    -67.08858
Final log likelihood:   -67.06549
Likelihood ratio test for the init. model:      0.04618175
Rho-square for the init. model: 0.000344
Rho-square-bar for the init. model:     -0.0295
Akaike Information Criterion:   138.131
Bayesian Information Criterion: 137.3499
Final gradient norm:    3.9005E-07
Bootstrapping time:     0:00:00.042713
Nbr of threads: 16

Return type

str

shortSummary()[source]¶: Provides a short summary of the estimation results

writeF12(robustStdErr=True)[source]¶: Write the results in F12 file.

writeHtml()[source]¶: Write the results in an HTML file.

writeLaTeX()[source]¶: Write the results in a LaTeX file.

writePickle()[source]¶

Dump the data in a file in pickle format.

Returns: name of the file.
Return type: string

biogeme.results.calcPValue(t)[source]¶

Calculates the p value of a parameter from its t-statistic.

The formula is

\[2(1-\Phi(|t|)\]

where \(\Phi(\cdot)\) is the CDF of a normal distribution.

Parameters: t (float) – t-statistics
Returns: p-value
Return type: float

class biogeme.results.rawResults(theModel, betaValues, fgHb, bootstrap=None)[source]¶

Bases: object

Class containing the raw results from the estimation

F12FileName¶: Name of the F12 output file

H¶: Value of the hessian of the loglikelihood function

__init__(theModel, betaValues, fgHb, bootstrap=None)[source]¶

Constructor

Parameters

theModel (biogeme.BIOGEME) – object with the model
betaValues (list(float)) – list containing the estimated values of the parameters
fgHb (float,numpy.array, numpy.array, numpy.array) –
tuple f,g,H,bhhh containing
- f: the value of the function,
- g: the gradient,
- H: the second derivative matrix,
- bhhh: the BHHH matrix.
bootstrap (numpy.array) –
output of the bootstrapping. numpy array, of size B x K, where
- B is the number of bootstrap iterations
- K is the number of parameters to estimate
Default: None.

betaNames¶: Names of the parameters

betaValues¶: Values of the parameters

betas¶: List of objects of type results.beta

bhhh¶: Value of the BHHH matrix of the loglikelihood function

bootstrap¶

output of the bootstrapping. numpy array, of size B x K, where

B is the number of bootstrap iterations
K is the number of parameters to estimate

bootstrap_time¶: Time needed to perform the bootstrap

dataname¶: Name of the database

drawsProcessingTime¶: Time needed to process the draws

excludedData¶: Number of excluded data

g¶: Value of the gradient of the loglikelihood function

gradientNorm¶: Norm of the gradient

htmlFileName¶: Name of the HTML output file

initLogLike¶: Value of the likelihood function with the initial value of the parameters

latexFileName¶: Name of the LaTeX output file

logLike¶: Value of the loglikelihood function

modelName¶: Name of the model

monteCarlo¶: True if the model involved Monte Carlo integration

nparam¶: Number of parameters

nullLogLike¶: Value of the likelihood function with equal probability model

numberOfDraws¶: Number of draws for Monte Carlo integration

numberOfObservations¶: Number of observations

numberOfThreads¶: Number of threads used for parallel computing

optimizationMessages¶: Diagnostics given by the optimization algorithm

pickleFileName¶: Name of the pickle outpt file

sampleSize¶: Sample size (number of individuals if panel data)

secondOrderTable¶: Second order statistics

typesOfDraws¶: Types of draws for Monte Carlo integration

userNotes¶: User notes